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Prospect News home > News index > List of issuers Calendar > Headlines for 2015 > News item
Published on 10/14/2015 in the Prospect News Structured Products Daily.

Structured Products Calendar

BANK OF AMERICA CORP.

• Step-up callable notes due Oct. 23, 2027; via BofA Merrill Lynch; pricing Oct. 20; Cusip: 06048WRT9

• 0% market-linked step-up notes due October 2017 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in October

• 0% Accelerated Return Notes due October 2017 linked to the Euro Stoxx 50 index and the JPX-Nikkei Index 400; via BofA Merrill Lynch; pricing in October

• 0% Accelerated Return Notes due December 2016 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in October

• 0% Capped Leveraged Index Return Notes due October 2017 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in October

• Market-linked step-up notes due October 2019 tied to the S&P 500 index; via BofA Merrill Lynch; pricing in October

BANK OF MONTREAL

• 0% upside booster notes with barrier due Oct. 31, 2018 linked to the Euro Stoxx 50 index; via BMO Capital Markets Corp.; pricing Oct. 27; Cusip: 06366R3B9

• 0% buffered bullish digital plus notes due Oct. 33, 2019 linked to the Euro Stoxx 50 index; via BMO Capital Markets Corp.; pricing Oct. 27; Cusip: 06366R3F0

• 0% contingent risk absolute return notes due Oct. 29, 2021 linked to the Euro Stoxx 50 index; via BMO Capital Markets Corp.; pricing Oct. 27; Cusip: 06366R3E3

• 0% buffered bullish enhanced return notes due April 30, 2018 linked to the iShares MSCI Emerging Markets exchange-traded fund; via BMO Capital Markets Corp.; pricing Oct. 27; Cusip: 06366R3G8

• 7.2% autocallable cash-settled notes with fixed interest payments due Oct. 31, 2016 linked to the iShares Nasdaq Biotechnology exchange-traded fund; via BMO Capital Markets Corp.; pricing Oct. 27; Cusip: 06366R2V6

• 9% autocallable cash-settled notes with fixed interest payments due Oct. 31, 2016 linked to the iShares Nasdaq Biotechnology exchange-traded fund; via BMO Capital Markets Corp.; pricing Oct. 27; Cusip: 06366R2Y0

• 0% buffered bullish enhanced return notes due Oct. 31, 2017 linked to the iShares Nasdaq Biotechnology exchange-traded fund; via BMO Capital Markets Corp.; pricing Oct. 27; Cusip: 06366R3A1

• 0% buffered bullish enhanced return notes due Oct. 31, 2017 linked to the iShares Nasdaq Biotechnology exchange-traded fund; via BMO Capital Markets Corp.; pricing Oct. 27; Cusip: 06366R2Z7

• 7.8% autocallable cash-settled notes with fixed interest payments due Oct. 31, 2016 linked to the Market Vectors Gold Miners exchange-traded fund; via BMO Capital Markets Corp.; pricing Oct. 27; Cusip: 06366R2U8

• 10.2% autocallable cash-settled notes with fixed interest payments due Oct. 31, 2016 linked to the Market Vectors Gold Miners exchange-traded fund; via BMO Capital Markets Corp.; pricing Oct. 27; Cusip: 06366R2X2

• 0% buffered bullish digital return notes due April 30, 2018 linked to the Russell 2000 index; via BMO Capital Markets Corp.; pricing Oct. 27; Cusip: 06366R3D5

• 0% buffered bullish enhanced return notes due Oct. 31, 2017 linked to the SPDR S&P Oil & Gas Exploration and Production exchange-traded fund; via BMO Capital Markets Corp; pricing Oct. 27; Cusip: 06366R3H6

• 12.6% autocallable cash-settled notes with fixed interest payments due Oct. 31, 2016 linked to the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; via BMO Capital Markets Corp.; pricing Oct. 27; Cusip: 06366R2T1

• 15% autocallable cash-settled notes with fixed interest payments due Oct. 31, 2016 linked to the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; via BMO Capital Markets Corp.; pricing Oct. 27; Cusip: 06366R2W4

• 0% upside booster notes with barrier due Oct. 31, 2018 linked to the SPDR S&P Oil & Gas Exploration and Production exchange-traded fund; via BMO Capital Markets Corp.; pricing Oct. 27; Cusip: 06366R3C7

BANK OF NOVA SCOTIA

• Callable step-up notes due Oct. 28, 2025; via Scotia Capital (USA) Inc.; pricing Oct. 23; Cusip: 064159GV2

• 0% Accelerated Return Notes due December 2016 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in October

• 0% Leveraged Index Return Notes due October 2020 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in October

BANK OF THE WEST

• Income advantage market-linked certificates of deposit due Oct. 29, 2020 linked to Apple Inc., AT&T Inc. and Philip Morris International Inc.; via BNP Paribas Securities Corp.; pricing Oct. 26; Cusip: 06426XPE4

• Income advantage market-linked certificates of deposit due June 29, 2022 linked to a basket of five equally weighted stocks; via BNP Paribas Securities Corp.; pricing Oct. 26; Cusip: 06426XPG9

• Contingent variable income market-linked certificates of deposit due Oct. 31, 2022 linked to a basket of 10 equally weighted stocks; via BNP Paribas Securities Corp.; pricing Oct. 26; Cusip: 06426XPF1

• 0% market-linked certificates of deposit due Oct. 31, 2022 linked to the DWA Large Cap Sector Rotation Target Volatility 7 index; via BNP Paribas Securities Corp.; pricing Oct. 27; Cusip: 06426XPJ3

• 0% market-linked certificates of deposit due Oct. 31, 2022 linked to the Morningstar Ultimate Stock-Pickers Target Volatility 7 index; via BNP Paribas Securities Corp.; pricing Oct. 27; Cusip: 06426XPH7

BARCLAYS BANK PLC

• 0% trigger Performance Leveraged Upside Securities due Oct. 19, 2017 linked to the Energy Select Sector SPDR Fund; via Barclays and Morgan Stanley Wealth Management; pricing Oct. 16; Cusip: 06743Q317

• Trigger phoenix autocallable optimization securities due Oct. 22, 2018 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via UBS Financial Services Inc. and Barclays; pricing Oct. 16; Cusip: 06743Q382

• 0% annual autocallable notes due Oct. 28, 2019 linked to the lesser performing of the Euro Stoxx 50 index and the S&P 500 index; via Barclays; pricing Oct. 23; Cusip: 06741UM76

• Callable contingent coupon notes due Oct. 26, 2018 linked to the Russell 2000 index and the Euro Stoxx 50 index; via Barclays; pricing Oct. 23; Cusip: 06741UM68

• Callable contingent coupon notes due Oct. 31, 2018 linked to the Russell 2000 index and the Euro Stoxx 50 index; via Barclays; pricing Oct. 26; Cusip: 06741UN67

• Callable contingent coupon notes due Oct. 30, 2025 linked to the Euro Stoxx 50 index and the Russell 2000 index; via Barclays; pricing Oct. 27; Cusip: 06741UN34

• 0% buffered digital notes due Oct. 31, 2017 linked to the Russell 2000 index; via Barclays; pricing Oct. 27; Cusip: 06741UM35

• Callable contingent coupon notes due Oct. 30, 2025 linked to the Russell 2000 index and the Euro Stoxx 50 index; via Barclays; pricing Oct. 27; Cusip: 06741UP65

• Callable contingent coupon notes due Oct. 30, 2020 linked to the lesser performing of the Russell 2000 index and the Euro Stoxx 50 index; via Barclays; pricing Oct. 27; Cusip: 06741UP32

• 0% buffered Super Track notes due April 30, 2019 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via Barclays; pricing Oct. 27; Cusip: 06741UM84

• Phoenix autocallable notes due Oct. 30, 2025 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Barclays; pricing Oct. 27; Cusip: 06741UN59

• Phoenix autocallable notes due Oct. 30, 2025 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Barclays; pricing Oct. 27; Cusip: 06741UN42

• 0% trigger performance securities due Oct. 30, 2020 linked to the Vanguard FTSE Emerging Markets exchange-traded fund; via Barclays Capital Inc. and UBS Financial Services Inc.; pricing Oct. 27; Cusip: 06743Q390

• 0% trigger return optimization securities due Oct. 31, 2018 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and Barclays; pricing Oct. 28; Cusip: 06743Q416

• 9.5% STEP Income Securities due October 2016 linked to the common stock of Community Health Systems, Inc.; via Merrill Lynch & Co.; settling in October

• 0% autocallable market-linked step-up notes due October 2018 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in October

• 0% notes due Nov. 8, 2018 linked to the EquityCompass Share Buyback index; via Barclays; pricing Nov. 3; Cusip: 06741UP24

• 14- to 17-month 0% capped leveraged buffered notes linked to the MSCI EAFE index; via Barclays; Cusip: 06741UN75

BNP PARIBAS

• 0% dual directional notes due Oct. 30, 2020 linked to a basket of five oil stocks; via BNP Paribas; pricing Oct. 27; Cusip: 05579THP4

• 0% buffered return enhanced notes due Oct. 30, 2019 linked to the Euro Stoxx 50 index; via BNP Paribas; pricing Oct. 27; Cusip: 05579THE9

• 0% buffered return enhanced notes due April 30, 2018 linked to the Russell 2000 index; via BNP Paribas; pricing Oct. 27; Cusip: 05579THH2

• 0% buffered notes due April 30, 2020 linked to the S&P 500 index; via BNP Paribas; pricing Oct. 27; Cusip: 05579TFZ4

• 0% leveraged notes due Oct. 30, 2020 linked to the S&P 500 index; via BNP Paribas; pricing Oct. 27; Cusip: 05579THG4

• 0% leveraged notes due Oct. 30, 2020 linked to the S&P 500 index, the iShares MSCI EAFE exchange-traded fund and the iShares MSCI Emerging Markets exchange-traded fund; via BNP Paribas; pricing Oct. 27; Cusip: 05579THC3

• 0% leveraged notes due Oct. 30, 2020 linked to the S&P 500 index, the iShares MSCI EAFE exchange-traded fund and the iShares MSCI Emerging Markets exchange-traded fund; via BNP Paribas; pricing Oct. 27; Cusip: 05579THF6

CANADIAN IMPERIAL BANK OF COMMERCE

• 0% Capped Leveraged Index Return Notes due October 2017 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in October

• 0% Accelerated Return Notes due October 2017 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in October

CITIGROUP INC.

• 0% Performance Leveraged Upside Securities due Jan. 20, 2017 linked to the Russell 2000 index; via Citigroup Global Markets Inc.; pricing Oct. 16; Cusip: 17323P108

• 0% Performance Leveraged Upside Securities due January 2017 linked to the WisdomTree Japan Hedged Equity fund; via Citigroup Inc.; pricing Oct. 16; Cusip: 17323P652

• Autocallable contingent coupon equity-linked securities due Oct. 26, 2017 linked to the common stock of Amazon.com, Inc.; via Citigroup Global Markets Inc.; pricing Oct. 22; ;Cusip: 17298C3G1

• Fixed-to-floating notes due Oct. 28, 2025; via Citigroup Global Markets Inc.; pricing Oct. 23; Cusip: 17298C3F3

• Autocallable contingent coupon equity-linked securities due Oct. 31, 2017 linked to the common stock of Apple, Inc.; via Citigroup Global Markets Inc.; pricing Oct. 26; Cusip: 17298C3E6

• Autocallable contingent coupon equity-linked securities due Oct. 31, 2017 linked to the common stock of Gilead Sciences, Inc.; via Citigroup Global Markets Inc.; pricing Oct. 26; Cusip: 17298C3H9

• Autocallable contingent coupon equity-linked securities due Oct. 31, 2017 linked to the common stock of Netflix, Inc.; via Citigroup Global Markets Inc.; pricing Oct. 26; Cusip: 17298C3K2

• Leveraged callable CMS curve-linked notes due Oct. 30, 2035; via Citigroup Global Markets Inc.; pricing Oct. 27; Cusip: 1730T3AY9

• 0% market-linked notes due Nov. 1, 2022 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing Oct. 27; Cusip: 17298C3A4

• 0% market-linked notes due Nov. 1, 2022 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing Oct. 27; Cusip: 17298C2Z0

• 0% digital securities due May 3, 2017 linked to the iShares U.S. Real Estate exchange-traded fund; via Citigroup Global Markets Inc.; pricing Oct. 28; Cusip: 17298C2V9

• Annual reset coupon securities due Nov. 1, 2021 linked to the Russell 2000 index; via Citigroup Global Markets Inc.; pricing Oct. 28; Cusip: 17298C2X5

• 0% barrier digital plus securities due Nov. 2, 2020 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing Oct. 28; Cusip: 17298C2S6

• 8%-9% single observation Equity Linked Securities due Nov. 3, 2016 linked to Celgene Corp. common stock; via Citigroup Global Markets Inc.; pricing Oct. 29; Cusip: 17298C3J5

• 0% barrier digital plus securities due Nov. 3, 2020 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing Oct. 29; Cusip: 17298C2W7

• 0.25% market-linked notes due May 4, 2021 linked to a basket of the S&P 500 index, the Euro Stoxx 50 index and the iShares Core U.S. Aggregate Bond ETF; via Citigroup Global Markets Inc.; pricing Oct. 29; Cusip: 17298C2U1

• 0% market-linked notes with leveraged upside participation to a cap and fixed percentage buffered downside due Nov. 4, 2019 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc. and Wells Fargo Securities; pricing Oct. 30; Cusip: 17298C3C0

CREDIT SUISSE AG

• 0% leveraged buffered notes linked to the S&P 500 index due in 21 to 24 months; 87.5% trigger; via Credit Suisse Securities (USA) LLC; pricing Oct. 15; Cusip: 22546VNU6

• Trigger phoenix autocallable optimization securities due Oct. 22, 2025 linked to the least performing of the S&P 500 index and the Euro Stoxx 50 index; via UBS Financial Services Inc.; pricing Oct. 16; Cusip: 22548F737

• Autocallable reverse convertible securities due Oct. 28, 2016 linked to the common stock of Amgen Inc.; via Credit Suisse Securities (USA) LLC; pricing Oct. 23; Cusip: 22546VNK8

• Autocallable reverse convertible securities due Oct. 28, 2016 linked to the common stock of Apple Inc.; via Credit Suisse Securities (USA) LLC; pricing Oct. 23; Cusip: 22546VNG7

• Autocallable reverse convertible securities due Oct. 28, 2016 linked to the common stock of Apple Inc.; via Credit Suisse Securities (USA) LLC; pricing Oct. 23; Cusip: 22546VNH5

• 0% digital plus barrier notes due Oct. 30, 2020 linked to the Euro Stoxx 50 index; 65% trigger; via Credit Suisse Securities (USA) LLC; pricing Oct. 23; Cusip: 22546VMP8

• Autocallable reverse convertible securities due Oct. 28, 2016 linked to the common stock of Ford Motor Co.; via Credit Suisse Securities (USA) LLC; pricing Oct. 23; Cusip: 22546VNJ1

• 9% contingent coupon callable yield notes due Oct. 30, 2025 linked to the Russell 2000 index; via Incapital LLC; pricing Oct. 27; Cusip: 22546VNM4

• 7%-9% autocallable yield notes due Oct. 31, 2016 linked to the Russell 2000 index and the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Oct. 27; Cusip: 22546VN85

• Contingent coupon callable yield notes due Oct. 30, 2018 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Oct. 23; Cusip: 22546VMM5

• Contingent coupon callable yield notes due Oct. 28, 2020 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Oct. 23; Cusip: 22546VNR3

• 2% coupon digital barrier notes due Oct. 29, 2021 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Oct. 23; Cusip: 22546VMR4

• 0% digital barrier notes due May 1, 2017 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Oct. 23; Cusip: 22546VMU7

• 0% accelerated barrier notes due April 30, 2019 linked to the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; 65% trigger; via Credit Suisse Securities (USA) LLC; pricing Oct. 23; Cusip: 22546VMJ2

• Autocallable daily range accrual securities due Oct. 29, 2030 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Oct. 26; Cusip: 22546VNL6

• Leveraged CMS curve and S&P 500 index-linked securities due Oct. 30, 2030; via Morgan Stanley & Co. LLC as distributor; pricing Oct. 27; Cusip: 22546VNQ5

• 1.5% market-linked notes due Oct. 31, 2025 linked to the CS Retiree Consumer Expenditure 5% Blended Index Excess Return; via UBS Financial Services Inc.; pricing Oct. 27; Cusip: 22546VMW3

• 0% accelerated barrier notes due Oct. 31, 2019 linked to the Euro Stoxx 50 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Oct. 27; Cusip: 22546VMN3

• 0% digital plus barrier notes due Oct. 30, 2020 linked to the S&P 500 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Oct. 27; Cusip: 22546VMZ6

• Callable daily range accrual securities due April 28, 2023 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Oct. 27; Cusip: 22546VNB8

• Callable daily range accrual securities due Oct. 29, 2027 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Oct. 27; Cusip: 22546VN77

• 0% trigger return optimization securities due Oct. 31, 2018 linked to the S&P 500 index; via UBS Financial Services Inc.; pricing Oct. 27; Cusip: 22548F703

• Trigger contingent coupon optimization securities due Oct. 31, 2025 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC and UBS Financial Services Inc.; pricing Oct. 27; Cusip: 22548F711

• Contingent coupon autocallable yield notes due Oct. 30, 2025 linked to the S&P 500 index and the Russell 2000 index; 50% trigger; via Incapital LLC; pricing Oct. 27; Cusip: 22546VND4

• 0% accelerated barrier notes due Oct. 30, 2020 linked to the S&P 500 index and the Russell 2000 index; 50% trigger; via Credit Suisse Securities (USA) LLC; pricing Oct. 27; Cusip: 22546VNF9

• 0% autocallable securities due Oct. 30, 2017 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Oct. 27; Cusip: 22546VMQ6

• 0% digital barrier notes due May 2, 2017 linked to the S&P 500 index and the Russell 2000 index; 75% trigger; via Credit Suisse Securities (USA) LLC; pricing Oct. 27; Cusip: 22546VMY9

• 0% absolute return barrier securities due Oct. 30, 2020 linked to the S&P 500 index and the Russell 2000 index; 65% trigger; via Credit Suisse Securities (USA) LLC; pricing Oct. 27; Cusip: 22546VMK9

• 0% accelerated barrier notes due Oct. 30, 2020 linked to the S&P 500 index and the Russell 2000 index; 65% trigger; via Credit Suisse Securities (USA) LLC; pricing Oct. 27; Cusip: 22546VML7

• 0% digital buffered notes due May 1, 2019 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Oct. 28; Cusip: 22546VMX1

• 0% accelerated barrier notes due Nov. 4, 2019 linked to the Euro Stoxx 50 index; via Credit Suisse Securities (USA) LLC; pricing Oct. 30; Cusip: 22546VN36

• High/low coupon callable yield notes due May 4, 2017 linked to the Russell 2000 index and the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Oct. 30; Cusip: 22546VMV5

• 0% digital plus barrier notes due Nov. 4, 2019 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Oct. 30; Cusip: 22546VN28

• 0% accelerated barrier notes due Nov. 4, 2020 linked to the S&P 500 index and the Russell 2000 index; 50% trigger; via Credit Suisse Securities (USA) LLC; pricing Oct. 30; Cusip: 22546VMS2

• 0% absolute return barrier securities due Nov. 4, 2019 linked to the S&P 500 index and the Russell 2000 index; 60% trigger; via Credit Suisse Securities (USA) LLC; pricing Oct. 30; Cusip: 22546VMT0

• 0% Accelerated Return Notes due December 2016 linked to the Euro Stoxx 50, FTSE 100, Nikkei Stock Average, Swiss Market, S&P/ASX 200 and Hang Seng indexes; via BofA Merrill Lynch; pricing in October

• 0% two-year accelerated return notes linked to an equally weighted basket of the Euro Stoxx 50 index and the JPX-Nikkei Index 400; via Credit Suisse International and BofA Merrill Lynch; pricing in October

• 0% 14-month accelerated return notes linked to the JPX-Nikkei Index 400; via Credit Suisse International and BofA Merrill Lynch; pricing in October

• 0% autocallable market-linked step-up notes due October 2018 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in October

• 0% Accelerated Return Notes due December 2016 linked to S&P 500 index and Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in October

DEUTSCHE BANK AG, LONDON BRANCH

• 0% trigger step performance securities due Oct. 31, 2019 linked to the S&P 500 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Oct. 27; Cusip: 25190F368

• 0% trigger performance securities due Oct. 31, 2025 linked to the S&P 500 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Oct. 27; Cusip: 25190F350

• 0% Leveraged Index Return Notes due October 2021 linked to the Dow Jones industrial average; via BofA Merrill Lynch; pricing in October

• 0% autocallable market-linked step-up notes due October 2020 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in October

• 0% buffered digital notes linked to the S&P 500 index due in 24 to 27 months; 85% trigger; via Deutsche Bank Securities Inc.; Cusip: 25152RR54

GOLDMAN SACHS GROUP, INC.

• Trigger phoenix autocallable optimization securities due Oct. 22, 2020 linked to Cisco Systems Inc. common stock; via Goldman Sachs & Co.; pricing Oct. 16; Cusip: 38148X431

• Trigger phoenix autocallable optimization securities due Oct. 22, 2020 linked to CME Group Inc. common stock; via Goldman Sachs & Co.; pricing Oct. 16; Cusip: 38148X449

• 0% Performance Leveraged Upside Securities due Jan. 19, 2017 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; pricing Oct. 16; Cusip: 38148X415

• Trigger phoenix autocallable optimization securities due Oct. 22, 2020 linked to Occidental Petroleum Corp. common stock; via Goldman Sachs & Co.; pricing Oct. 16; Cusip: 38148X456

• 0% Performance Leveraged Upside Securities due Jan. 20, 2017 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing Oct. 16; Cusip: 38148X407

• 0% leveraged notes due Nov. 1, 2021 linked to the Dow Jones industrial average; via Goldman Sachs & Co.; pricing Oct. 23; Cusip: 38148TFJ3

• 0% notes due Oct. 30, 2023 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co.; pricing Oct. 23; Cusip: 38148TFK0

• 0% index-linked notes due Oct. 30, 2020 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing Oct. 23; Cusip: 38148TFL8

• Callable CMS spread and Russell 2000 index-linked range accrual notes due Oct. 30, 2030; 60% trigger; via Goldman Sachs & Co.; pricing Oct. 27; Cusip: 38148T3E7

• 0% notes due Nov. 10, 2022 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co.; pricing Oct. 27; Cusip: 38148TFQ7

• 0% notes due Oct. 30, 2025 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co.; pricing Oct. 27; Cusip: 38148TFP9

• 0% return optimization securities due Nov. 30, 2016 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing Oct. 27; Cusip: 38148X365

• 0% trigger performance securities due Oct. 30, 2020 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing Oct. 27; Cusip: 38148X373

• 0% trigger performance securities due Nov. 4, 2025 linked to the Bloomberg Commodity Index 3 Month Forward; via Goldman Sachs & Co.; pricing Oct. 28; Cusip: 38148X282

• 0% digital notes due Nov. 1, 2018 linked to the Russell 2000 index; via Goldman Sachs & Co.; pricing Oct. 28; Cusip: 38148TFX2

• 0% trigger autocallable optimization securities due Oct. 30, 2020 linked to the Russell 2000 index; via Goldman Sachs & Co.; pricing Oct. 28; Cusip: 38148X423

• Callable monthly Russell 2000 index-linked range accrual notes due April 30, 2023; via Goldman Sachs & Co.; pricing Oct. 28; Cusip: 38148TG29

• Callable monthly Russell 2000 index-linked range accrual notes due Oct. 30, 2025; via Goldman Sachs & Co.; pricing Oct. 28; Cusip: 38148TFZ7

• Callable monthly Russell 2000 index-linked range accrual notes due Oct. 30, 2025; via Goldman Sachs & Co.; pricing Oct. 28; Cusip: 38148TG78

• 0% buffered index-linked notes due Nov. 2, 2020 tied to the S&P 500 index; via Goldman Sachs & Co.; pricing Oct. 28; Cusip: 38148TFY0

• Callable monthly S&P 500 index-linked range accrual notes due Oct. 30, 2030; via Goldman Sachs & Co.; pricing Oct. 28; Cusip: 38148TG86

• Callable contingent coupon index-linked notes due Oct. 30, 2019 linked to the S&P 500 index and the Russell 2000 index; 60% trigger; via Goldman Sachs & Co.; pricing Oct. 28; Cusip: 38148TG37

• Autocallable contingent coupon index-linked notes due Nov. 14, 2022 linked to the S&P 500 index and the Russell 2000 index; 60% trigger; via Goldman Sachs & Co.; pricing Oct. 28; Cusip: 38148TG45

• Callable step-up fixed-rate notes due October 2020; via Goldman Sachs & Co.; pricing in October; Cusip: 38148TFM6

• Five-year 0% leveraged buffered notes due linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; Cusip: 38147QZ58

• 0% leveraged notes linked to basket of the Euro Stoxx 50 index with a 37% weight, the FTSE 100 index with a 23% weight, the Topix index with a 23% weight, the Swiss Market index with a 9% weight and the S&P/ASX 200 index with an 8% weight; via Goldman Sachs & Co.

• 18- to 21-month 0% leveraged buffered notes linked to the MSCI EAFE index; via Goldman Sachs & Co.

• Five-year 0% leveraged buffered notes linked to the MSCI EAFE index; via Goldman Sachs & Co.; Cusip: 38147QZ41

• Five-year 0% leveraged buffered notes tied to the MSCI EAFE index; via Goldman Sachs & Co.; Cusip: 38148TEK1

• 24- to 27-month 0% leveraged notes linked to the S&P 500 index; via Goldman Sachs & Co.

• Five-year 0% leveraged buffered notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38148TAD1

• 0% leveraged buffered notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38148TEJ4

• 0% leveraged buffered notes linked to the S&P 500 index; via Goldman Sachs & Co.

• 84-month 0% leveraged buffered notes linked to the S&P 500 index and the iShares MSCI EAFE exchange-traded fund; via Goldman Sachs & Co.; Cusip: 38148TFB0

• 0% 36-month leveraged buffered notes linked to the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; 80% trigger; via Goldman Sachs & Co.; Cusip: 38148TGF0

HSBC USA INC.

• 0% airbag performance securities due Oct. 21, 2025 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Oct. 16; Cusip: 40434K685

• 0% Performance Leveraged Upside Securities due Jan. 20, 2017 linked to the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; via HSBC Securities (USA) Inc. and Morgan Stanley Wealth Management; pricing Oct. 16; Cusip: 40434K719

• 0% barrier enhanced participation notes due Nov. 1, 2021 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Oct. 23; Cusip: 40433UAR7

• 0% autocallable notes with contingent return due Oct. 30, 2019 linked to the S&P 500 index and the SPDR S&P Oil & Gas Exploration and Production exchange-traded fund; via HSBC Securities (USA) Inc.; pricing Oct. 23; Cusip: 40433B7L6

• Income plus notes due Oct. 31, 2022 linked to the common stocks of Coca-Cola Co., General Motors Co., Merck & Co., Inc., Philip Morris International Inc. and Verizon Communications Inc.; via HSBC Securities (USA) Inc.; pricing Oct. 27; Cusip: 40433UAS5

• 0% barrier market participation notes due Oct. 30, 2018 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Oct. 27; Cusip: 40433UBG0

• 0% leveraged buffered uncapped market participation securities due July 30, 2019 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Oct. 27; Cusip: 40433UAY2

• 0% leveraged buffered uncapped market participation securities due April 30, 2020 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Oct. 27; Cusip: 40433UBC9

• 0% buffered Accelerated Market Participation Securities due Oct. 30, 2017 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Oct. 27; Cusip: 40433UBK1

• 0% leveraged buffered uncapped market participation securities due Oct. 30, 2019 linked to the Euro Stoxx 50 index, the Russell 2000 index and the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Oct. 27; Cusip: 40433UBQ8

• 0% buffered uncapped market participation securities due Oct. 30, 2018 linked to the PowerShares S&P 500 Low Volatility Portfolio exchange-traded fund; via HSBC Securities (USA) Inc.; pricing Oct. 27; Cusip: 40433UAZ9

• 0% buffered uncapped market participation securities due Oct. 30, 2020 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Oct. 27; Cusip: 40433UBB1

• 0% buffered Accelerated Market Participation Securities due Oct. 30, 2017 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Oct. 27; Cusip: 40433UBJ4

• 0% trigger performance securities due Oct. 30, 2020 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Oct. 27; Cusip: 40434K735

• 0% barrier market participation notes due Oct. 30, 2018 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Oct. 27; Cusip: 40433UBF2

• 0% buffered Accelerated Market Participation Securities due Oct. 30, 2017 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Oct. 27; Cusip: 40433UBH8

• 0% barrier market participation notes due Oct. 30, 2018 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Oct. 27; Cusip: 40433UBE5

• 0% digital dual directional notes due Oct. 30, 2020 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Oct. 27; Cusip: 40433UAW6

• 0% buffered uncapped market participation securities due Oct. 30, 2020 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Oct. 27; Cusip: 40433UBA3

• 0% buffered uncapped market participation securities due Oct. 30, 2023 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Oct. 27; Cusip: 40433UAX4

• 6% autocallable yield notes due Jan. 30, 2017 linked to the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Oct. 27; Cusip: 40433UAU0

• 7% autocallable yield notes due Jan. 30, 2017 linked to the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Oct. 27; Cusip: 40433UAT3

• 0% trigger performance securities due Oct. 30, 2020 linked to the Vanguard FTSE Emerging Markets exchange-traded fund; via HSBC Securities (USA) Inc. and UBS Financial Services Inc.; pricing Oct. 27; Cusip: 40434K743

• 0% trigger performance securities due Oct. 30, 2020 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc. and UBS Financial Services Inc.; pricing Oct. 28; Cusip: 40434K727

• 0% trigger step performance securities due Oct. 31, 2019 linked to Euro Stoxx 50 index; via HSBC Securities (USA) Inc. and UBS Financial Services Inc.; pricing Oct. 28; Cusip: 40434K693

• 0% buffered Accelerated Market Participation Securities due Nov. 6, 2017 linked to Apple Inc. common stock; via HSBC Securities (USA) Inc.; pricing Oct. 30; Cusip: 40433UAV8

• Autocallable market-linked step-up notes due October 2018 linked to the S&P 500 index; via Merrill Lynch & Co.; pricing in October

• 9.5% STEP Income Securities due October 2016 linked to Under Armour, Inc. shares; via BofA Merrill Lynch; pricing in October

JPMORGAN CHASE & CO.

• Trigger phoenix autocallable optimization securities due Oct. 22, 2018 linked to Alaska Air Group, Inc. common stock; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing Oct. 16; Cusip: 48127Y524

• Autocallable contingent interest notes due Nov. 2, 2016 linked to the American Depositary Shares of Alibaba Group Holding Ltd.; via J.P. Morgan Securities LLC; pricing Oct. 16; Cusip: 48128GAM2

• Trigger phoenix autocallable optimization securities due Oct. 22, 2018 linked to Apple Inc. common stock; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing Oct. 16; Cusip: 48127Y532

• Autocallable contingent interest notes due Oct. 21, 2020 linked to the common stock of Apple Inc.; via J.P. Morgan Securities LLC; pricing Oct. 16; Cusip: 48128GAR1

• Autocallable contingent interest notes due Oct. 21, 2020 linked to the common stock of Apple Inc.; via J.P. Morgan Securities LLC; pricing Oct. 16; Cusip: 48128GAG5

• Autocallable contingent interest notes due April 19, 2018 linked to the worst performing of three aerospace stocks; via J.P. Morgan Securities LLC; pricing Oct. 16; Cusip: 48127YAA0

• Contingent income autocallable securities due Oct. 24, 2016 linked to the common stock of American Airlines Group Inc.; 70% trigger; via J.P. Morgan Securities LLC with Morgan Stanley Smith Barney LLC; pricing Oct. 16; Cusip: 48127Y581

• Contingent income autocallable securities due Oct. 19, 2018 linked to the class A common stock of Facebook, Inc.; 70% trigger; via J.P. Morgan Securities LLC with Morgan Stanley Smith Barney LLC; pricing Oct. 16; Cusip: 48127Y573

• Autocallable contingent interest notes due Nov. 2, 2016 linked to Ford Motor Co. common shares; via J.P. Morgan Securities LLC; pricing Oct. 16; Cusip: 48128GAL4

• Trigger phoenix autocallable optimization securities due Oct. 22, 2018 linked to HCA Holdings, Inc. common stock; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing Oct. 16; Cusip: 48127Y516

• 0% Performance Leveraged Upside Securities due Jan. 20, 2017 linked to the iShares MSCI EAFE exchange-traded fund; via J.P. Morgan Securities LLC with Morgan Stanley Smith Barney LLC handling distribution; pricing Oct. 16; Cusip: 48127Y698

• Capped contingent buffered equity notes due Nov. 2, 2016 linked to the JPX-Nikkei 400 index; via J.P. Morgan Securities LLC; pricing Oct. 16; Cusip: 48128GAP5

• 0% capped return enhanced notes due Nov. 2, 2016 linked to the JPX-Nikkei Index 400; via J.P. Morgan Securities LLC; pricing Oct. 16; Cusip: 48128GAN0

• Trigger phoenix autocallable optimization securities due Oct. 22, 2025 linked to the lesser performing of the MSCI EAFE index and the Russell 2000 index; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing Oct. 16; Cusip: 48127Y680

• Contingent income autocallable securities due Oct. 24, 2016 linked to the common stock of salesforce.com, inc.; 75% trigger; via J.P. Morgan Securities LLC with Morgan Stanley Smith Barney LLC; pricing Oct. 16; Cusip: 48127Y565

• 0% Performance Leveraged Upside Securities due Jan. 20, 2017 linked to the WisdomTree Japan Hedged Equity Fund; via J.P. Morgan Securities LLC with Morgan Stanley Smith Barney LLC handling distribution; pricing Oct. 16; Cusip: 48127Y714

• 10.5% autocallable reverse exchangeable notes due Oct. 24, 2016 linked to Amazon.com, Inc. common stock; via J.P. Morgan Securities LLC; pricing Oct. 19; Cusip: 46625HNR7

• Contingent income autocallable securities due Oct. 4, 2022 linked to the worst performing of the Euro Stoxx 50 index, the Nikkei 225 index and the Russell 2000 index; via J.P. Morgan Securities LLC and Morgan Stanley Smith Barney LLC; pricing Oct. 19; Cusip: 48127Y656

• 0% digital dual directional notes due Oct. 24, 2017 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Oct. 19; Cusip: 48125U7H9

• 0% digital dual directional notes due Oct. 24, 2017 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Oct. 19; Cusip: 48125U7G1

• 8%-10% autocallable reverse exchangeable notes due Oct. 25, 2016 linked to Delta Air Lines, Inc. common stock; via J.P. Morgan Securities LLC; pricing Oct. 20; Cusip: 46625HNS5

• 8%-10% autocallable reverse exchangeable notes due Oct. 25, 2016 linked to Facebook, Inc. class A common stock; via J.P. Morgan Securities LLC; pricing Oct. 20; Cusip: 46625HNV8

• 0% Performance Leveraged Upside Securities due Nov. 25, 2016 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Oct. 20; Cusip: 48127Y599

• Autocallable contingent interest notes due Oct. 31, 2016 linked to the least performing of the Russell 2000 index, the S&P 500 index and the iShares MSCI Emerging Markets exchange-traded fund; via J.P. Morgan Securities LLC; pricing Oct. 23; Cusip: 48128GAQ3

• Autocallable contingent interest notes due Oct. 31, 2016 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Oct. 23; Cusip: 48128GAJ9

• 0% review notes due Oct. 28, 2019 linked to the worse performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via J.P. Morgan Securities LLC; pricing Oct. 23; Cusip: 48125U5S7

• 10.25%-12.25% autocallable reverse exchangeable notes due Jan. 26, 2017 linked to Tenet Healthcare Corp. common stock; via J.P. Morgan Securities LLC; pricing Oct. 23; Cusip: 46625HNU0

• Autocallable contingent interest notes due Oct. 26, 2018 linked to the worst performing of Walt Disney Co., Goldman Sachs Group, Inc. and Boeing Co. stocks; via J.P. Morgan Securities LLC; pricing Oct. 23; Cusip: 48128GAD2

• Autocallable contingent interest notes due Oct. 31, 2017 linked to Apple Inc. shares; 72.5% trigger; via J.P. Morgan Securities LLC; pricing Oct. 26; Cusip: 48128GAF7

• 0% uncapped buffered equity notes due Oct. 30, 2020 linked to the Dow Jones Industrial Average; via J.P. Morgan Securities LLC; pricing Oct. 27; Cusip: 48125U7D8

• Autocallable contingent interest notes due Feb. 1, 2017 linked to the lesser performing of the Dow Jones industrial average and the iShares MSCI EAFE exchange-traded fund; via J.P. Morgan Securities LLC; pricing Oct. 27; Cusip: 48125U6L1

• 0% capped buffered return enhanced notes due Oct. 31, 2017 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing Oct. 27; Cusip: 48125U6R8

• 0% uncapped buffered return enhanced notes due Oct. 31, 2017 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing Oct. 27; Cusip: 48125U6T4

• 0% trigger performance securities due Oct. 30, 2020 linked to the iShares MSCI EAFE exchange-traded fund; via J.P. Morgan Securities LLC and UBS Financial Services Inc.; pricing Oct. 27; Cusip: 48127Y730

• 0% capped buffered return enhanced notes due Oct. 31, 2017 linked to the iShares MSCI EAFE exchange-traded fund; via J.P. Morgan Securities LLC; pricing Oct. 27; Cusip: 48125U6N7

• 0% capped buffered return enhanced notes due Oct. 31, 2017 linked to the iShares MSCI Emerging Markets exchange-traded fund; via J.P. Morgan Securities LLC; pricing Oct. 27; Cusip: 48125U6P2

• 0% return optimization securities due Nov. 30, 2016 linked to the Russell 2000 index; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing Oct. 27; Cusip: 48127Y748

• 0% capped buffered return enhanced notes due Oct. 31, 2017 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Oct. 27; Cusip: 48125U6M9

• Autocallable contingent interest notes due Feb. 1, 2017 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing Oct. 27; Cusip: 48125U6H0

• Autocallable contingent interest notes due May 2, 2018 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing Oct. 27; Cusip: 48125U7C0

• 0% capped buffered return enhanced notes due Oct. 31, 2017 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Oct. 27; Cusip: 48125U6Q0

• 0% capped dual directional contingent buffered return enhanced notes due Oct. 31, 2019 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Oct. 27; Cusip: 48125U6W7

• 0% capped dual directional contingent buffered return enhanced notes due Oct. 31, 2019 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Oct. 27; Cusip: 48125U6U1

• 0% uncapped buffered return enhanced notes due Oct. 31, 2019 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Oct. 27; Cusip: 48125U6S6

• 0% capped dual directional contingent buffered return enhanced notes due Oct. 30, 2020 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Oct. 27; Cusip: 48125U6V9

• Uncapped buffered equity notes due Oct. 30, 2020 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Oct. 27; Cusip: 48125U5U2

• 0% uncapped dual directional notes due Oct. 30, 2020 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Oct. 27; Cusip: 48125U7J5

• 0% capped dual directional contingent buffered return enhanced notes due Oct. 30, 2020 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Oct. 27; Cusip: 48125U6X5

• Autocallable contingent interest notes due Feb. 1, 2017 linked to the lesser performing of the S&P 500 index and the Nasdaq-100 index; via J.P. Morgan Securities LLC; pricing Oct. 27; Cusip: 48125U6K3

• 8%-10% autocallable yield notes due Nov. 1, 2016 linked to the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Oct. 27; Cusip: 48125U6F4

• 6% autocallable yield notes due Jan. 26, 2017 linked to the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Oct. 21; Cusip: 48125U6D9

• Autocallable contingent interest notes due Nov. 1, 2016 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Oct. 27; Cusip: 48125U6E7

• Autocallable contingent interest notes due Nov. 1, 2016 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Oct. 27; Cusip: 48125U6G2

• Autocallable contingent interest notes due Nov. 1, 2016 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Oct. 27; Cusip: 48125U6J6

• 0% dual directional contingent buffered return enhanced notes due Oct. 31, 2018 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Oct. 27; Cusip: 48125U6Y3

• 0% dual directional contingent buffered return enhanced notes due Oct. 31, 2019 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Oct. 27; Cusip: 48125U6Z0

• 0% review notes due Nov. 1, 2018 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Oct. 27; Cusip: 48125U7B2

• Autocallable contingent interest notes due Nov. 7, 2016 linked to the common stock of Apple Inc.; via J.P. Morgan Securities LLC; pricing Oct. 30; Cusip: 46625HNT3

MORGAN STANLEY

• 0% lookback entry Performance Leveraged Upside Securities due Oct. 25, 2018 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Oct. 20; Cusip: 61765R727

• Callable contingent income securities due Oct. 23, 2025 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Oct. 20; Cusip: 61761JN47

• 0% uncapped notes due Oct. 30, 2023 linked to the Bloomberg Commodity index; via Morgan Stanley & Co. LLC; pricing Oct. 27; Cusip: 61762GFA7

• 0% trigger Performance Leveraged Upside Securities due Oct. 30, 2023 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing Oct. 27; Cusip: 61761JM89

• Contingent income securities due Oct. 30, 2030 linked to the worst performing of the Russell 2000 index and the Euro Stoxx 50 index; 50% trigger; via Morgan Stanley & Co. LLC; pricing Oct. 27; Cusip: 61761JM63

• Contingent income autocallable securities due Oct. 30, 2030 linked to the worst performing of the Russell 2000 index and the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing Oct. 27; Cusip: 61761JM71

• Contingent income participation securities due Oct. 30, 2030 linked to the worst performing of the Russell 2000 index and the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Oct. 27; Cusip: 61761JM22

• 0% Target Optimized Participation Securities due Oct. 30, 2025 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Oct. 27; Cusip: 61761JL98

• 0% trigger performance securities due Oct. 30, 2020 linked to the S&P 500 index; 75% trigger; via Morgan Stanley & Co. LLC with UBS Financial Services Inc.; pricing Oct. 27; Cusip: 61765R586

• 0% trigger performance securities due Oct. 30, 2020 linked to the S&P 500 index; 65% trigger; via Morgan Stanley & Co. LLC with UBS Financial Services Inc.; pricing Oct. 27; Cusip: 61765R602

• 0% contingent return optimization securities due Oct. 31, 2018 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Oct. 27; Cusip: 61765R594

• 0% buffered Performance Leveraged Upside Securities due Oct. 30, 2020 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Oct. 27; Cusip: 61761JN21

• 0% trigger Performance Leveraged Upside Securities due Oct. 30, 2025 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Oct. 27; Cusip: 61761JM30

• 0% trigger Performance Leveraged Upside Securities due Oct. 30, 2020 linked to the worst performing of the S&P 500 index and the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing Oct. 27; Cusip: 61761JM97

• Contingent income autocallable securities due Oct. 30, 2017 linked to the S&P GSCI Crude Oil Index Excess Return; 70% trigger; via Morgan Stanley & Co. LLC; pricing Oct. 27; Cusip: 61762GEZ3

• 0% trigger performance securities due Oct. 31, 2025 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC and UBS Financial Services Inc.; pricing Oct. 28; Cusip: 61765R628

• 0% buffered Performance Leveraged Upside Securities due Nov. 4, 2020 based on the Energy Select Sector SPDR Fund; via Morgan Stanley & Co. LLC; pricing Oct. 30; Cusip: 61765R750

• 0% buffered Performance Leveraged Upside Securities due Nov. 2, 2018 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing Oct. 30; Cusip: 61765R644

• 0% enhanced trigger jump securities due Nov. 4, 2021 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing Oct. 30; Cusip: 61765R651

• Leveraged CMS curve securities due Oct. 30, 2030 linked to the worst performing of the Russell 2000 index and the S&P 500 index; via Morgan Stanley & Co. LLC; settlement on Oct. 30; Cusip: 61760QHW7

• CMS curve range accrual securities due Oct. 30, 2035 linked to the worst performing of the Russell 2000 index and the S&P 500 index; via Morgan Stanley & Co. LLC; settlement on Oct. 30; Cusip: 61760QHV9

• 0% buffered Performance Leveraged Upside Securities due Nov. 2, 2018 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Oct. 30; Cusip: 61765R636

• 0% enhanced trigger jump securities due Nov. 4, 2021 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Oct. 30; Cusip: 61765R677

• 0% notes due May 5, 2023 linked to an equally weighted basket of the S&P 500 index, the Euro Stoxx index and the TOPIX index; via Morgan Stanley & Co. LLC; pricing Oct. 30; Cusip: 61765R669

• 0% securities with leveraged upside participation to a cap and fixed percentage buffered downside due May 4, 2020 linked to a basket of the SPDR S&P 500 ETF Trust (50%), iShares Russell 2000 ETF (15%), iShares MSCI EAFE ETF (15%), iShares MSCI Emerging Markets ETF (10%), PowerShares DB Commodity Index Tracking Fund (5%) and Vanguard REIT ETF (5%); via Morgan Stanley & Co. LLC and Wells Fargo Securities, LLC; pricing Oct. 30; Cusip: 61761JN39

• 0% jump securities due January 2017 linked to the S&P GSCI Crude Oil Index – Excess Return; via Morgan Stanley & Co. LLC; pricing in October; Cusip: 61762GFC3

ROYAL BANK OF CANADA

• Contingent income autocallable securities due April 21, 2016 linked to Amazon.com, Inc. shares; 75% trigger; via RBC Capital Markets, LLC with Morgan Stanley Wealth Management; pricing Oct. 16; Cusip: 78013D839

• Contingent income autocallable securities due Oct. 24, 2016 linked to Blackstone Group LP common units; via RBC Capital Markets, LLC and Morgan Stanley Smith Barney LLC; pricing Oct. 16; Cusip: 78013D847

• Redeemable step-up notes due Oct. 30, 2020; via RBC Capital Markets, LLC; pricing Oct. 27; Cusip: 78012KHA8

• Redeemable step-up notes due Oct. 30, 2025; via RBC Capital Markets, LLC; pricing Oct. 27; Cusip: 78012KFM4

• 0% buffered bullish enhanced return notes due Jan. 29, 2021 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing Oct. 27; Cusip: 78012KGU5

• 0% bullish enhanced return notes due Dec. 30, 2016 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing Oct. 27; Cusip: 78012KGR2

• 0% bullish barrier enhanced return notes due April 30, 2018 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing Oct. 27; Cusip: 78012KGT8

• 0% return optimization securities due Nov. 30, 2016 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing Oct. 28; Cusip: 78013D813

• 0% Strategic Accelerated Redemption Securities due November 2016 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in October

• 0% direct investment notes due Dec. 8, 2016 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets, LLC; pricing Nov. 4; Cusip: 78012KGY7

• 21- to 24-month 0% leveraged buffered notes linked to the MSCI EAFE index; 77.5% trigger; via RBC Capital Markets, LLC; Cusip: 78012KHT7

AB SVENSK EXPORTKREDIT

• 0% Accelerated Return Notes due December 2016 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in October

TORONTO-DOMINION BANK

• Capped fixed-to-floating rate notes due Oct. 30, 2020; via TD Securities (USA) LLC and Barclays Capital Inc.; pricing Oct. 27; Cusip: 89114QTT5

• Callable step-up notes due Oct. 30, 2022; via TD Securities (USA) LLC; pricing Oct. 27; Cusip: 89114QTV0

• Callable step-up notes due Oct. 30, 2025; via TD Securities (USA) LLC; pricing Oct. 27; Cusip: 89114QTU2

UBS AG, LONDON BRANCH

• 0% contingent absolute return autocallable optimization securities due Oct. 24, 2016 linked to Celgene Corp. shares; 75% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing Oct. 16; Cusip: 90275G525

• 0% contingent absolute return autocallable optimization securities due Oct. 24, 2016 linked to General Motors Co. shares; 80% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing Oct. 16; Cusip: 90275G517

• Contingent income autocallable securities due April 21, 2016 linked to LinkedIn Corp. common stock; via UBS Securities LLC and Morgan Stanley Smith Barney LLC; pricing Oct. 16; Cusip: 90275G475

• Trigger phoenix autocallable optimization securities due Oct. 22, 2018 linked to the least performing of the Nasdaq 100 index and the Russell 2000 index; 70% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing Oct. 16; Cusip: 90275G418

• 0% contingent absolute return autocallable optimization securities due Oct. 24, 2016 linked to Palo Alto Networks, Inc. shares; 70% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing Oct. 16; Cusip: 90275G533

• 0% trigger performance securities due Oct. 30, 2020 linked to the Energy Select Sector SPDR Fund; via UBS Financial Services Inc. and UBS Investment Bank; pricing Oct. 27; Cusip: 90275G368

• 0% trigger performance securities due Oct. 30, 2020 linked to the iShares MSCI EAFE exchange-traded fund; via UBS Financial Services Inc. and UBS Investment Bank; pricing Oct. 27; Cusip: 90275G350

• 0% trigger performance securities due Oct. 30, 2020 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Oct. 28; Cusip: 90275G343

WELLS FARGO & CO.

• Contingent income autocallable securities due April 21, 2016 linked to LinkedIn Corp. common stock; via UBS Securities LLC and Morgan Stanley Smith Barney LLC; pricing Oct. 16; Cusip: 90275G475

• Access securities with contingent coupon and contingent downside due Oct. 29, 2021 linked to the Russell 2000 index; via Wells Fargo Securities, LLC; pricing Oct. 23; Cusip: 94986RZC8

• Step-up callable notes due Oct. 30, 2030; via Wells Fargo Securities, LLC; pricing Oct. 27; Cusip: 94986RZM6

• 0% market-linked securities with upside participation and fixed percentage buffered downside due Oct. 30, 2020 linked to the Dow Jones industrial average; via Wells Fargo Securities LLC; pricing Oct. 27; Cusip: 94986RZF1


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